Dimensional Fund Advisors Portfolio holdings
Dimensional Fund Advisors (DFA), founded in 1981 by David Booth and Rex Sinquefield and headquartered in Austin, Texas, is an investment management firm renowned for its evidence-based, low-cost approach to investing, grounded in academic research from Nobel laureates like Eugene Fama and Kenneth French. Managing hundreds of billions in assets, DFA focuses on systematic, passive strategies that tilt toward factors like small-cap, value, and profitability stocks, primarily through mutual funds and institutional portfolios rather than retail brokerage services. The firm’s philosophy eschews market timing and stock picking, instead emphasizing diversification and efficient market exposure, often requiring investors to access its funds through approved financial advisors. With a global presence and a reputation for disciplined, data-driven investing, DFA has carved a unique niche in the industry, blending academic rigor with practical application.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Charter Communications
CHTR
|
+$352M |
| 2 |
Intel
INTC
|
+$271M |
| 3 |
Wells Fargo
WFC
|
+$146M |
| 4 |
Cisco
CSCO
|
+$112M |
| 5 |
Medtronic
MDT
|
+$107M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
|
+$713M |
| 2 |
ADT
ADT Corp
ADT
|
+$218M |
| 3 |
GE Aerospace
GE
|
+$179M |
| 4 |
ARG
Airgas Inc
ARG
|
+$142M |
| 5 |
Mondelez International
MDLZ
|
+$108M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.13% |
| 2 | Industrials | 13.8% |
| 3 | Technology | 12.5% |
| 4 | Consumer Discretionary | 9.7% |
| 5 | Healthcare | 9.63% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2426
Foster
FSTR
$396M
| $6.05M | ﹤0.01% |
555,667
+35,981
| +7% | +$510K |
|
2427
eHealth
EHTH
$27.6M
| $6.05M | ﹤0.01% |
431,428
+55,315
| +15% | +$671K |
|
|
KEM
2428
DELISTED
KEMET Corporation
KEM
| $6.05M | ﹤0.01% |
2,063,564
-4,501
| -0.2% | -$11.2K |
|
2429
AXT Inc
AXTI
$4.43B
| $6.02M | ﹤0.01% |
1,885,895
+44,701
| +2% | +$137K |
|
2430
Graham Corp
GHM
$990M
| $6M | ﹤0.01% |
325,525
+17,289
| +6% | +$319K |
|
|
CUDA
2431
DELISTED
Barracuda Networks, Inc.
CUDA
| $5.99M | ﹤0.01% |
395,403
+62,885
| +19% | +$1M |
|
2432
Methanex
MEOH
$4.73B
| $5.98M | ﹤0.01% |
205,359
+79,270
| +63% | +$2.53M |
|
|
CWEN.A
2433
DELISTED
Clearway Energy Class A
CWEN.A
| $5.96M | ﹤0.01% |
391,797
+173,888
| +80% | +$2.51M |
|
|
ELP
2434
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $5.95M | ﹤0.01% |
1,651,128
-83,782
| -5% | -$259K |
|
2435
InterContinental Hotels
IHG
$22.5B
| $5.93M | ﹤0.01% |
143,689
+10,193
| +8% | +$476K |
|
2436
DMC Global
BOOM
$129M
| $5.89M | ﹤0.01% |
548,392
+32,885
| +6% | +$309K |
|
2437
Coty
COTY
$2.18B
| $5.89M | ﹤0.01% |
226,490
-3,969
| -2% | -$109K |
|
|
VLRS
2438
Controladora Vuela Compania de Aviacion
VLRS
$739M
| $5.88M | ﹤0.01% |
314,723
+59,526
| +23% | +$1.17M |
|
|
SNOW
2439
DELISTED
Intrawest Resorts Holdings, Inc.
SNOW
| $5.87M | ﹤0.01% |
452,185
+106,011
| +31% | +$1.06M |
|
|
EMKR
2440
DELISTED
Emcore Corp
EMKR
| $5.87M | ﹤0.01% |
98,788
-623
| -0.6% | -$35.1K |
|
2441
Ampco-Pittsburgh
AP
$176M
| $5.86M | ﹤0.01% |
518,143
+40,416
| +8% | +$618K |
|
2442
Monarch Casino & Resort
MCRI
$2.19B
| $5.86M | ﹤0.01% |
266,536
-121,517
| -31% | -$2.49M |
|
2443
Twin Disc
TWIN
$360M
| $5.84M | ﹤0.01% |
543,646
+17,647
| +3% | +$186K |
|
|
ORAN
2444
DELISTED
Orange
ORAN
| $5.83M | ﹤0.01% |
354,921
-8,589
| -2% | -$143K |
|
2445
Amphastar Pharmaceuticals
AMPH
$1B
| $5.82M | ﹤0.01% |
361,010
+103,556
| +40% | +$1.46M |
|
2446
Nordic American Tanker
NAT
$1.73B
| $5.8M | ﹤0.01% |
421,051
-7,629
| -2% | -$111K |
|
2447
Artesian Resources
ARTNA
$364M
| $5.8M | ﹤0.01% |
170,985
+16,907
| +11% | +$486K |
|
2448
Napco Security Technologies
NSSC
$1.28B
| $5.76M | ﹤0.01% |
1,810,184
-12,630
| -0.7% | -$38.7K |
|
|
TLN
2449
DELISTED
Talen Energy Corporation
TLN
| $5.74M | ﹤0.01% |
423,826
+324,961
| +329% | +$3.98M |
|
2450
Crawford & Co Class A
CRD.A
$599M
| $5.71M | ﹤0.01% |
749,028
-1,114
| -0.1% | -$7.51K |
|
Similar funds
Dimensional Fund Advisors's Q2 2016 Portfolio in Review
As of Q2 2016, Dimensional Fund Advisors held 3,367 positions worth $174B, up 4% from $167B the previous quarter. Its ten largest holdings account for 9.4% of the portfolio.
Trading was light in Q2 2016: portfolio turnover was 4.3%. Dimensional Fund Advisors opened 68 new positions and exited 77, leaving the 3,367-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 18% of assets, up from 18% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q2 2016 buy was ATN International: 819,912 shares worth $63.8M.
- Dimensional Fund Advisors added most to Charter Communications in Q2 2016, an estimated $352M increase.
- Dimensional Fund Advisors's biggest Q2 2016 reduction was GE Aerospace, cutting an estimated $179M.
- Dimensional Fund Advisors fully exited TIME WARNER CABLE INC NEW COM STK in Q2 2016, selling an estimated $713M.
- Dimensional Fund Advisors's ten largest holdings make up 9.4% of its $174B portfolio in Q2 2016.
- Dimensional Fund Advisors opened 68 new positions and closed 77 in Q2 2016.
- Dimensional Fund Advisors's portfolio value rose 4% quarter-over-quarter to $174B.
Based on Dimensional Fund Advisors's 13F filing for Q2 2016, filed 9 Aug 2016.